Speaking at a state banquet in honour of Dutch King Willem-Alexander and his wife Queen Maxima, Her Majesty said the UK “looks forward to a new partnership with Europe”.
Although the Queen is bound to remain politically impartial, she can use her position to strengthen diplomatic relations and promote harmony with foreign nations.
She said: "I recall the state visit of your grandmother Queen Juliana and Prince Bernhard in 1972.
“I spoke of how our nations' close understanding and relationship would become increasingly important as a new configuration of Europe was emerging.
“I think nobody had any idea how complex Brexit was going to be.”
"As we look toward a new partnership with Europe, it is our shared values and commitment to each other, that are out greatest asset, and demonstrate that even through change, our enduring alliance remains strong.
“As innovators, traders and internationalists, we look with confidence to the future."
Willem-Alexander reiterated comments made before about regretting the UK's decision to leave the EU, but he respected the decision of the British people.
While the Queens personal views on Brexit are private, Donald Trump dropped a massive hint about Her Majs view earlier this year.
The US President claimed he got on “famously” with the Queen and said she was a “fantastic, beautiful woman”.
When asked if they talked about Brexit, he said: “I did. She said its a very – and shes right – its a very complex problem.
"I think nobody had any idea how complex that was going to be.”
The news comes as Theresa May was preparing for a showdown with senior members of her own party, leaving her leadership hanging in the balance.